Heat the oven on the broil setting.

Place 1 tbsp of olive oil in a skillet over medium-high heat on the stove.

Add the chopped onion and pepper to the skillet. Cook for 2-3 minutes until beginning to soften.

Add in the beaten eggs as well as salt and pepper to taste. Cook until the eggs are done to your liking.

Mix in the shredded cheese, and remove the egg mixture from the heat.

Lay the pieces of ham on a flat surface. Fill the center of each one with the egg mixture, and roll each piece up.

Place the ham and egg roll ups face down in a baking dish.

Cook under the broiler for 3-5 minutes until the brown and crispy up a bit on the edges.